Robust autoregressive estimates using quadratic programming

European Journal of Operational Research

Volumn 101, Issue 3, 1997, Pages 486-498

  Zioutas, G ^a   Camarinopoulos, L ^a   Bora Senta, E ^a  

^a ARISTOTLE UNIVERSITY OF THESSALONIKI   (Greece)

Author keywords

General M estimates; Outliers; Quadratic programming; Robust autoregression; Time series

Indexed keywords

APPROXIMATION THEORY; FORECASTING; PARAMETER ESTIMATION; REGRESSION ANALYSIS; ROBUSTNESS (CONTROL SYSTEMS); TIME DOMAIN ANALYSIS;

QUADRATIC PROGRAMMING;

MATHEMATICAL PROGRAMMING;

EID: 0031223624     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(96)00190-7     Document Type: Article

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